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Analytical representations for the basic affine jump diffusion
Li, Lingfei, Mendoza-Arriaga, Rafael, Mitchell, DanielVolume:
44
Language:
english
Journal:
Operations Research Letters
DOI:
10.1016/j.orl.2015.12.003
Date:
January, 2016
File:
PDF, 1.56 MB
english, 2016